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author | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
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committer | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
commit | 90d450f74722da7859d6f510a869f6c6908fd12f (patch) | |
tree | 538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/dgesvj.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dgesvj.c')
-rw-r--r-- | contrib/libs/clapack/dgesvj.c | 1796 |
1 files changed, 1796 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dgesvj.c b/contrib/libs/clapack/dgesvj.c new file mode 100644 index 0000000000..2d36977c0e --- /dev/null +++ b/contrib/libs/clapack/dgesvj.c @@ -0,0 +1,1796 @@ +/* dgesvj.f -- translated by f2c (version 20061008). + You must link the resulting object file with libf2c: + on Microsoft Windows system, link with libf2c.lib; + on Linux or Unix systems, link with .../path/to/libf2c.a -lm + or, if you install libf2c.a in a standard place, with -lf2c -lm + -- in that order, at the end of the command line, as in + cc *.o -lf2c -lm + Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., + + http://www.netlib.org/f2c/libf2c.zip +*/ + +#include "f2c.h" +#include "blaswrap.h" + +/* Table of constant values */ + +static doublereal c_b17 = 0.; +static doublereal c_b18 = 1.; +static integer c__1 = 1; +static integer c__0 = 0; +static integer c__2 = 2; + +/* Subroutine */ int dgesvj_(char *joba, char *jobu, char *jobv, integer *m, + integer *n, doublereal *a, integer *lda, doublereal *sva, integer *mv, + doublereal *v, integer *ldv, doublereal *work, integer *lwork, + integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, v_dim1, v_offset, i__1, i__2, i__3, i__4, i__5; + doublereal d__1, d__2; + + /* Builtin functions */ + double sqrt(doublereal), d_sign(doublereal *, doublereal *); + + /* Local variables */ + doublereal bigtheta; + integer pskipped, i__, p, q; + doublereal t; + integer n2, n4; + doublereal rootsfmin; + integer n34; + doublereal cs, sn; + integer ir1, jbc; + doublereal big; + integer kbl, igl, ibr, jgl, nbl; + doublereal tol; + integer mvl; + doublereal aapp, aapq, aaqq; + extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, + integer *); + doublereal ctol; + integer ierr; + doublereal aapp0; + extern doublereal dnrm2_(integer *, doublereal *, integer *); + doublereal temp1; + extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, + integer *); + doublereal scale, large, apoaq, aqoap; + extern logical lsame_(char *, char *); + doublereal theta, small, sfmin; + logical lsvec; + extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, + doublereal *, integer *); + doublereal fastr[5]; + extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, + doublereal *, integer *); + logical applv, rsvec; + extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, + integer *, doublereal *, integer *); + logical uctol; + extern /* Subroutine */ int drotm_(integer *, doublereal *, integer *, + doublereal *, integer *, doublereal *); + logical lower, upper, rotok; + extern /* Subroutine */ int dgsvj0_(char *, integer *, integer *, + doublereal *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *, doublereal *, doublereal *, doublereal *, + integer *, doublereal *, integer *, integer *), dgsvj1_( + char *, integer *, integer *, integer *, doublereal *, integer *, + doublereal *, doublereal *, integer *, doublereal *, integer *, + doublereal *, doublereal *, doublereal *, integer *, doublereal *, + integer *, integer *); + extern doublereal dlamch_(char *); + extern /* Subroutine */ int dlascl_(char *, integer *, integer *, + doublereal *, doublereal *, integer *, integer *, doublereal *, + integer *, integer *); + extern integer idamax_(integer *, doublereal *, integer *); + extern /* Subroutine */ int dlaset_(char *, integer *, integer *, + doublereal *, doublereal *, doublereal *, integer *), + xerbla_(char *, integer *); + integer ijblsk, swband, blskip; + doublereal mxaapq; + extern /* Subroutine */ int dlassq_(integer *, doublereal *, integer *, + doublereal *, doublereal *); + doublereal thsign, mxsinj; + integer emptsw, notrot, iswrot, lkahead; + logical goscale, noscale; + doublereal rootbig, epsilon, rooteps; + integer rowskip; + doublereal roottol; + + +/* -- LAPACK routine (version 3.2) -- */ + +/* -- Contributed by Zlatko Drmac of the University of Zagreb and -- */ +/* -- Kresimir Veselic of the Fernuniversitaet Hagen -- */ +/* -- November 2008 -- */ + +/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ +/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */ + +/* This routine is also part of SIGMA (version 1.23, October 23. 2008.) */ +/* SIGMA is a library of algorithms for highly accurate algorithms for */ +/* computation of SVD, PSVD, QSVD, (H,K)-SVD, and for solution of the */ +/* eigenvalue problems Hx = lambda M x, H M x = lambda x with H, M > 0. */ + +/* -#- Scalar Arguments -#- */ + + +/* -#- Array Arguments -#- */ + +/* .. */ + +/* Purpose */ +/* ~~~~~~~ */ +/* DGESVJ computes the singular value decomposition (SVD) of a real */ +/* M-by-N matrix A, where M >= N. The SVD of A is written as */ +/* [++] [xx] [x0] [xx] */ +/* A = U * SIGMA * V^t, [++] = [xx] * [ox] * [xx] */ +/* [++] [xx] */ +/* where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal */ +/* matrix, and V is an N-by-N orthogonal matrix. The diagonal elements */ +/* of SIGMA are the singular values of A. The columns of U and V are the */ +/* left and the right singular vectors of A, respectively. */ + +/* Further Details */ +/* ~~~~~~~~~~~~~~~ */ +/* The orthogonal N-by-N matrix V is obtained as a product of Jacobi plane */ +/* rotations. The rotations are implemented as fast scaled rotations of */ +/* Anda and Park [1]. In the case of underflow of the Jacobi angle, a */ +/* modified Jacobi transformation of Drmac [4] is used. Pivot strategy uses */ +/* column interchanges of de Rijk [2]. The relative accuracy of the computed */ +/* singular values and the accuracy of the computed singular vectors (in */ +/* angle metric) is as guaranteed by the theory of Demmel and Veselic [3]. */ +/* The condition number that determines the accuracy in the full rank case */ +/* is essentially min_{D=diag} kappa(A*D), where kappa(.) is the */ +/* spectral condition number. The best performance of this Jacobi SVD */ +/* procedure is achieved if used in an accelerated version of Drmac and */ +/* Veselic [5,6], and it is the kernel routine in the SIGMA library [7]. */ +/* Some tunning parameters (marked with [TP]) are available for the */ +/* implementer. */ +/* The computational range for the nonzero singular values is the machine */ +/* number interval ( UNDERFLOW , OVERFLOW ). In extreme cases, even */ +/* denormalized singular values can be computed with the corresponding */ +/* gradual loss of accurate digits. */ + +/* Contributors */ +/* ~~~~~~~~~~~~ */ +/* Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany) */ + +/* References */ +/* ~~~~~~~~~~ */ +/* [1] A. A. Anda and H. Park: Fast plane rotations with dynamic scaling. */ +/* SIAM J. matrix Anal. Appl., Vol. 15 (1994), pp. 162-174. */ +/* [2] P. P. M. De Rijk: A one-sided Jacobi algorithm for computing the */ +/* singular value decomposition on a vector computer. */ +/* SIAM J. Sci. Stat. Comp., Vol. 10 (1998), pp. 359-371. */ +/* [3] J. Demmel and K. Veselic: Jacobi method is more accurate than QR. */ +/* [4] Z. Drmac: Implementation of Jacobi rotations for accurate singular */ +/* value computation in floating point arithmetic. */ +/* SIAM J. Sci. Comp., Vol. 18 (1997), pp. 1200-1222. */ +/* [5] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. */ +/* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. */ +/* LAPACK Working note 169. */ +/* [6] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. */ +/* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. */ +/* LAPACK Working note 170. */ +/* [7] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, */ +/* QSVD, (H,K)-SVD computations. */ +/* Department of Mathematics, University of Zagreb, 2008. */ + +/* Bugs, Examples and Comments */ +/* ~~~~~~~~~~~~~~~~~~~~~~~~~~~ */ +/* Please report all bugs and send interesting test examples and comments to */ +/* drmac@math.hr. Thank you. */ + +/* Arguments */ +/* ~~~~~~~~~ */ + +/* JOBA (input) CHARACTER* 1 */ +/* Specifies the structure of A. */ +/* = 'L': The input matrix A is lower triangular; */ +/* = 'U': The input matrix A is upper triangular; */ +/* = 'G': The input matrix A is general M-by-N matrix, M >= N. */ + +/* JOBU (input) CHARACTER*1 */ +/* Specifies whether to compute the left singular vectors */ +/* (columns of U): */ + +/* = 'U': The left singular vectors corresponding to the nonzero */ +/* singular values are computed and returned in the leading */ +/* columns of A. See more details in the description of A. */ +/* The default numerical orthogonality threshold is set to */ +/* approximately TOL=CTOL*EPS, CTOL=DSQRT(M), EPS=DLAMCH('E'). */ +/* = 'C': Analogous to JOBU='U', except that user can control the */ +/* level of numerical orthogonality of the computed left */ +/* singular vectors. TOL can be set to TOL = CTOL*EPS, where */ +/* CTOL is given on input in the array WORK. */ +/* No CTOL smaller than ONE is allowed. CTOL greater */ +/* than 1 / EPS is meaningless. The option 'C' */ +/* can be used if M*EPS is satisfactory orthogonality */ +/* of the computed left singular vectors, so CTOL=M could */ +/* save few sweeps of Jacobi rotations. */ +/* See the descriptions of A and WORK(1). */ +/* = 'N': The matrix U is not computed. However, see the */ +/* description of A. */ + +/* JOBV (input) CHARACTER*1 */ +/* Specifies whether to compute the right singular vectors, that */ +/* is, the matrix V: */ +/* = 'V' : the matrix V is computed and returned in the array V */ +/* = 'A' : the Jacobi rotations are applied to the MV-by-N */ +/* array V. In other words, the right singular vector */ +/* matrix V is not computed explicitly, instead it is */ +/* applied to an MV-by-N matrix initially stored in the */ +/* first MV rows of V. */ +/* = 'N' : the matrix V is not computed and the array V is not */ +/* referenced */ + +/* M (input) INTEGER */ +/* The number of rows of the input matrix A. M >= 0. */ + +/* N (input) INTEGER */ +/* The number of columns of the input matrix A. */ +/* M >= N >= 0. */ + +/* A (input/output) REAL array, dimension (LDA,N) */ +/* On entry, the M-by-N matrix A. */ +/* On exit, */ +/* If JOBU .EQ. 'U' .OR. JOBU .EQ. 'C': */ +/* ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ */ +/* If INFO .EQ. 0, */ +/* ~~~~~~~~~~~~~~~ */ +/* RANKA orthonormal columns of U are returned in the */ +/* leading RANKA columns of the array A. Here RANKA <= N */ +/* is the number of computed singular values of A that are */ +/* above the underflow threshold DLAMCH('S'). The singular */ +/* vectors corresponding to underflowed or zero singular */ +/* values are not computed. The value of RANKA is returned */ +/* in the array WORK as RANKA=NINT(WORK(2)). Also see the */ +/* descriptions of SVA and WORK. The computed columns of U */ +/* are mutually numerically orthogonal up to approximately */ +/* TOL=DSQRT(M)*EPS (default); or TOL=CTOL*EPS (JOBU.EQ.'C'), */ +/* see the description of JOBU. */ +/* If INFO .GT. 0, */ +/* ~~~~~~~~~~~~~~~ */ +/* the procedure DGESVJ did not converge in the given number */ +/* of iterations (sweeps). In that case, the computed */ +/* columns of U may not be orthogonal up to TOL. The output */ +/* U (stored in A), SIGMA (given by the computed singular */ +/* values in SVA(1:N)) and V is still a decomposition of the */ +/* input matrix A in the sense that the residual */ +/* ||A-SCALE*U*SIGMA*V^T||_2 / ||A||_2 is small. */ + +/* If JOBU .EQ. 'N': */ +/* ~~~~~~~~~~~~~~~~~ */ +/* If INFO .EQ. 0 */ +/* ~~~~~~~~~~~~~~ */ +/* Note that the left singular vectors are 'for free' in the */ +/* one-sided Jacobi SVD algorithm. However, if only the */ +/* singular values are needed, the level of numerical */ +/* orthogonality of U is not an issue and iterations are */ +/* stopped when the columns of the iterated matrix are */ +/* numerically orthogonal up to approximately M*EPS. Thus, */ +/* on exit, A contains the columns of U scaled with the */ +/* corresponding singular values. */ +/* If INFO .GT. 0, */ +/* ~~~~~~~~~~~~~~~ */ +/* the procedure DGESVJ did not converge in the given number */ +/* of iterations (sweeps). */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,M). */ + +/* SVA (workspace/output) REAL array, dimension (N) */ +/* On exit, */ +/* If INFO .EQ. 0, */ +/* ~~~~~~~~~~~~~~~ */ +/* depending on the value SCALE = WORK(1), we have: */ +/* If SCALE .EQ. ONE: */ +/* ~~~~~~~~~~~~~~~~~~ */ +/* SVA(1:N) contains the computed singular values of A. */ +/* During the computation SVA contains the Euclidean column */ +/* norms of the iterated matrices in the array A. */ +/* If SCALE .NE. ONE: */ +/* ~~~~~~~~~~~~~~~~~~ */ +/* The singular values of A are SCALE*SVA(1:N), and this */ +/* factored representation is due to the fact that some of the */ +/* singular values of A might underflow or overflow. */ + +/* If INFO .GT. 0, */ +/* ~~~~~~~~~~~~~~~ */ +/* the procedure DGESVJ did not converge in the given number of */ +/* iterations (sweeps) and SCALE*SVA(1:N) may not be accurate. */ + +/* MV (input) INTEGER */ +/* If JOBV .EQ. 'A', then the product of Jacobi rotations in DGESVJ */ +/* is applied to the first MV rows of V. See the description of JOBV. */ + +/* V (input/output) REAL array, dimension (LDV,N) */ +/* If JOBV = 'V', then V contains on exit the N-by-N matrix of */ +/* the right singular vectors; */ +/* If JOBV = 'A', then V contains the product of the computed right */ +/* singular vector matrix and the initial matrix in */ +/* the array V. */ +/* If JOBV = 'N', then V is not referenced. */ + +/* LDV (input) INTEGER */ +/* The leading dimension of the array V, LDV .GE. 1. */ +/* If JOBV .EQ. 'V', then LDV .GE. max(1,N). */ +/* If JOBV .EQ. 'A', then LDV .GE. max(1,MV) . */ + +/* WORK (input/workspace/output) REAL array, dimension max(4,M+N). */ +/* On entry, */ +/* If JOBU .EQ. 'C', */ +/* ~~~~~~~~~~~~~~~~~ */ +/* WORK(1) = CTOL, where CTOL defines the threshold for convergence. */ +/* The process stops if all columns of A are mutually */ +/* orthogonal up to CTOL*EPS, EPS=DLAMCH('E'). */ +/* It is required that CTOL >= ONE, i.e. it is not */ +/* allowed to force the routine to obtain orthogonality */ +/* below EPSILON. */ +/* On exit, */ +/* WORK(1) = SCALE is the scaling factor such that SCALE*SVA(1:N) */ +/* are the computed singular vcalues of A. */ +/* (See description of SVA().) */ +/* WORK(2) = NINT(WORK(2)) is the number of the computed nonzero */ +/* singular values. */ +/* WORK(3) = NINT(WORK(3)) is the number of the computed singular */ +/* values that are larger than the underflow threshold. */ +/* WORK(4) = NINT(WORK(4)) is the number of sweeps of Jacobi */ +/* rotations needed for numerical convergence. */ +/* WORK(5) = max_{i.NE.j} |COS(A(:,i),A(:,j))| in the last sweep. */ +/* This is useful information in cases when DGESVJ did */ +/* not converge, as it can be used to estimate whether */ +/* the output is stil useful and for post festum analysis. */ +/* WORK(6) = the largest absolute value over all sines of the */ +/* Jacobi rotation angles in the last sweep. It can be */ +/* useful for a post festum analysis. */ + +/* LWORK length of WORK, WORK >= MAX(6,M+N) */ + +/* INFO (output) INTEGER */ +/* = 0 : successful exit. */ +/* < 0 : if INFO = -i, then the i-th argument had an illegal value */ +/* > 0 : DGESVJ did not converge in the maximal allowed number (30) */ +/* of sweeps. The output may still be useful. See the */ +/* description of WORK. */ + +/* Local Parameters */ + + +/* Local Scalars */ + + +/* Local Arrays */ + + +/* Intrinsic Functions */ + + +/* External Functions */ +/* .. from BLAS */ +/* .. from LAPACK */ + +/* External Subroutines */ +/* .. from BLAS */ +/* .. from LAPACK */ + + +/* Test the input arguments */ + + /* Parameter adjustments */ + --sva; + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + v_dim1 = *ldv; + v_offset = 1 + v_dim1; + v -= v_offset; + --work; + + /* Function Body */ + lsvec = lsame_(jobu, "U"); + uctol = lsame_(jobu, "C"); + rsvec = lsame_(jobv, "V"); + applv = lsame_(jobv, "A"); + upper = lsame_(joba, "U"); + lower = lsame_(joba, "L"); + + if (! (upper || lower || lsame_(joba, "G"))) { + *info = -1; + } else if (! (lsvec || uctol || lsame_(jobu, "N"))) + { + *info = -2; + } else if (! (rsvec || applv || lsame_(jobv, "N"))) + { + *info = -3; + } else if (*m < 0) { + *info = -4; + } else if (*n < 0 || *n > *m) { + *info = -5; + } else if (*lda < *m) { + *info = -7; + } else if (*mv < 0) { + *info = -9; + } else if (rsvec && *ldv < *n || applv && *ldv < *mv) { + *info = -11; + } else if (uctol && work[1] <= 1.) { + *info = -12; + } else /* if(complicated condition) */ { +/* Computing MAX */ + i__1 = *m + *n; + if (*lwork < max(i__1,6)) { + *info = -13; + } else { + *info = 0; + } + } + +/* #:( */ + if (*info != 0) { + i__1 = -(*info); + xerbla_("DGESVJ", &i__1); + return 0; + } + +/* #:) Quick return for void matrix */ + + if (*m == 0 || *n == 0) { + return 0; + } + +/* Set numerical parameters */ +/* The stopping criterion for Jacobi rotations is */ + +/* max_{i<>j}|A(:,i)^T * A(:,j)|/(||A(:,i)||*||A(:,j)||) < CTOL*EPS */ + +/* where EPS is the round-off and CTOL is defined as follows: */ + + if (uctol) { +/* ... user controlled */ + ctol = work[1]; + } else { +/* ... default */ + if (lsvec || rsvec || applv) { + ctol = sqrt((doublereal) (*m)); + } else { + ctol = (doublereal) (*m); + } + } +/* ... and the machine dependent parameters are */ +/* [!] (Make sure that DLAMCH() works properly on the target machine.) */ + + epsilon = dlamch_("Epsilon"); + rooteps = sqrt(epsilon); + sfmin = dlamch_("SafeMinimum"); + rootsfmin = sqrt(sfmin); + small = sfmin / epsilon; + big = dlamch_("Overflow"); +/* BIG = ONE / SFMIN */ + rootbig = 1. / rootsfmin; + large = big / sqrt((doublereal) (*m * *n)); + bigtheta = 1. / rooteps; + + tol = ctol * epsilon; + roottol = sqrt(tol); + + if ((doublereal) (*m) * epsilon >= 1.) { + *info = -5; + i__1 = -(*info); + xerbla_("DGESVJ", &i__1); + return 0; + } + +/* Initialize the right singular vector matrix. */ + + if (rsvec) { + mvl = *n; + dlaset_("A", &mvl, n, &c_b17, &c_b18, &v[v_offset], ldv); + } else if (applv) { + mvl = *mv; + } + rsvec = rsvec || applv; + +/* Initialize SVA( 1:N ) = ( ||A e_i||_2, i = 1:N ) */ +/* (!) If necessary, scale A to protect the largest singular value */ +/* from overflow. It is possible that saving the largest singular */ +/* value destroys the information about the small ones. */ +/* This initial scaling is almost minimal in the sense that the */ +/* goal is to make sure that no column norm overflows, and that */ +/* DSQRT(N)*max_i SVA(i) does not overflow. If INFinite entries */ +/* in A are detected, the procedure returns with INFO=-6. */ + + scale = 1. / sqrt((doublereal) (*m) * (doublereal) (*n)); + noscale = TRUE_; + goscale = TRUE_; + + if (lower) { +/* the input matrix is M-by-N lower triangular (trapezoidal) */ + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + aapp = 0.; + aaqq = 0.; + i__2 = *m - p + 1; + dlassq_(&i__2, &a[p + p * a_dim1], &c__1, &aapp, &aaqq); + if (aapp > big) { + *info = -6; + i__2 = -(*info); + xerbla_("DGESVJ", &i__2); + return 0; + } + aaqq = sqrt(aaqq); + if (aapp < big / aaqq && noscale) { + sva[p] = aapp * aaqq; + } else { + noscale = FALSE_; + sva[p] = aapp * (aaqq * scale); + if (goscale) { + goscale = FALSE_; + i__2 = p - 1; + for (q = 1; q <= i__2; ++q) { + sva[q] *= scale; +/* L1873: */ + } + } + } +/* L1874: */ + } + } else if (upper) { +/* the input matrix is M-by-N upper triangular (trapezoidal) */ + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + aapp = 0.; + aaqq = 0.; + dlassq_(&p, &a[p * a_dim1 + 1], &c__1, &aapp, &aaqq); + if (aapp > big) { + *info = -6; + i__2 = -(*info); + xerbla_("DGESVJ", &i__2); + return 0; + } + aaqq = sqrt(aaqq); + if (aapp < big / aaqq && noscale) { + sva[p] = aapp * aaqq; + } else { + noscale = FALSE_; + sva[p] = aapp * (aaqq * scale); + if (goscale) { + goscale = FALSE_; + i__2 = p - 1; + for (q = 1; q <= i__2; ++q) { + sva[q] *= scale; +/* L2873: */ + } + } + } +/* L2874: */ + } + } else { +/* the input matrix is M-by-N general dense */ + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + aapp = 0.; + aaqq = 0.; + dlassq_(m, &a[p * a_dim1 + 1], &c__1, &aapp, &aaqq); + if (aapp > big) { + *info = -6; + i__2 = -(*info); + xerbla_("DGESVJ", &i__2); + return 0; + } + aaqq = sqrt(aaqq); + if (aapp < big / aaqq && noscale) { + sva[p] = aapp * aaqq; + } else { + noscale = FALSE_; + sva[p] = aapp * (aaqq * scale); + if (goscale) { + goscale = FALSE_; + i__2 = p - 1; + for (q = 1; q <= i__2; ++q) { + sva[q] *= scale; +/* L3873: */ + } + } + } +/* L3874: */ + } + } + + if (noscale) { + scale = 1.; + } + +/* Move the smaller part of the spectrum from the underflow threshold */ +/* (!) Start by determining the position of the nonzero entries of the */ +/* array SVA() relative to ( SFMIN, BIG ). */ + + aapp = 0.; + aaqq = big; + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + if (sva[p] != 0.) { +/* Computing MIN */ + d__1 = aaqq, d__2 = sva[p]; + aaqq = min(d__1,d__2); + } +/* Computing MAX */ + d__1 = aapp, d__2 = sva[p]; + aapp = max(d__1,d__2); +/* L4781: */ + } + +/* #:) Quick return for zero matrix */ + + if (aapp == 0.) { + if (lsvec) { + dlaset_("G", m, n, &c_b17, &c_b18, &a[a_offset], lda); + } + work[1] = 1.; + work[2] = 0.; + work[3] = 0.; + work[4] = 0.; + work[5] = 0.; + work[6] = 0.; + return 0; + } + +/* #:) Quick return for one-column matrix */ + + if (*n == 1) { + if (lsvec) { + dlascl_("G", &c__0, &c__0, &sva[1], &scale, m, &c__1, &a[a_dim1 + + 1], lda, &ierr); + } + work[1] = 1. / scale; + if (sva[1] >= sfmin) { + work[2] = 1.; + } else { + work[2] = 0.; + } + work[3] = 0.; + work[4] = 0.; + work[5] = 0.; + work[6] = 0.; + return 0; + } + +/* Protect small singular values from underflow, and try to */ +/* avoid underflows/overflows in computing Jacobi rotations. */ + + sn = sqrt(sfmin / epsilon); + temp1 = sqrt(big / (doublereal) (*n)); + if (aapp <= sn || aaqq >= temp1 || sn <= aaqq && aapp <= temp1) { +/* Computing MIN */ + d__1 = big, d__2 = temp1 / aapp; + temp1 = min(d__1,d__2); +/* AAQQ = AAQQ*TEMP1 */ +/* AAPP = AAPP*TEMP1 */ + } else if (aaqq <= sn && aapp <= temp1) { +/* Computing MIN */ + d__1 = sn / aaqq, d__2 = big / (aapp * sqrt((doublereal) (*n))); + temp1 = min(d__1,d__2); +/* AAQQ = AAQQ*TEMP1 */ +/* AAPP = AAPP*TEMP1 */ + } else if (aaqq >= sn && aapp >= temp1) { +/* Computing MAX */ + d__1 = sn / aaqq, d__2 = temp1 / aapp; + temp1 = max(d__1,d__2); +/* AAQQ = AAQQ*TEMP1 */ +/* AAPP = AAPP*TEMP1 */ + } else if (aaqq <= sn && aapp >= temp1) { +/* Computing MIN */ + d__1 = sn / aaqq, d__2 = big / (sqrt((doublereal) (*n)) * aapp); + temp1 = min(d__1,d__2); +/* AAQQ = AAQQ*TEMP1 */ +/* AAPP = AAPP*TEMP1 */ + } else { + temp1 = 1.; + } + +/* Scale, if necessary */ + + if (temp1 != 1.) { + dlascl_("G", &c__0, &c__0, &c_b18, &temp1, n, &c__1, &sva[1], n, & + ierr); + } + scale = temp1 * scale; + if (scale != 1.) { + dlascl_(joba, &c__0, &c__0, &c_b18, &scale, m, n, &a[a_offset], lda, & + ierr); + scale = 1. / scale; + } + +/* Row-cyclic Jacobi SVD algorithm with column pivoting */ + + emptsw = *n * (*n - 1) / 2; + notrot = 0; + fastr[0] = 0.; + +/* A is represented in factored form A = A * diag(WORK), where diag(WORK) */ +/* is initialized to identity. WORK is updated during fast scaled */ +/* rotations. */ + + i__1 = *n; + for (q = 1; q <= i__1; ++q) { + work[q] = 1.; +/* L1868: */ + } + + + swband = 3; +/* [TP] SWBAND is a tuning parameter [TP]. It is meaningful and effective */ +/* if DGESVJ is used as a computational routine in the preconditioned */ +/* Jacobi SVD algorithm DGESVJ. For sweeps i=1:SWBAND the procedure */ +/* works on pivots inside a band-like region around the diagonal. */ +/* The boundaries are determined dynamically, based on the number of */ +/* pivots above a threshold. */ + + kbl = min(8,*n); +/* [TP] KBL is a tuning parameter that defines the tile size in the */ +/* tiling of the p-q loops of pivot pairs. In general, an optimal */ +/* value of KBL depends on the matrix dimensions and on the */ +/* parameters of the computer's memory. */ + + nbl = *n / kbl; + if (nbl * kbl != *n) { + ++nbl; + } + +/* Computing 2nd power */ + i__1 = kbl; + blskip = i__1 * i__1; +/* [TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL. */ + + rowskip = min(5,kbl); +/* [TP] ROWSKIP is a tuning parameter. */ + + lkahead = 1; +/* [TP] LKAHEAD is a tuning parameter. */ + +/* Quasi block transformations, using the lower (upper) triangular */ +/* structure of the input matrix. The quasi-block-cycling usually */ +/* invokes cubic convergence. Big part of this cycle is done inside */ +/* canonical subspaces of dimensions less than M. */ + +/* Computing MAX */ + i__1 = 64, i__2 = kbl << 2; + if ((lower || upper) && *n > max(i__1,i__2)) { +/* [TP] The number of partition levels and the actual partition are */ +/* tuning parameters. */ + n4 = *n / 4; + n2 = *n / 2; + n34 = n4 * 3; + if (applv) { + q = 0; + } else { + q = 1; + } + + if (lower) { + +/* This works very well on lower triangular matrices, in particular */ +/* in the framework of the preconditioned Jacobi SVD (xGEJSV). */ +/* The idea is simple: */ +/* [+ 0 0 0] Note that Jacobi transformations of [0 0] */ +/* [+ + 0 0] [0 0] */ +/* [+ + x 0] actually work on [x 0] [x 0] */ +/* [+ + x x] [x x]. [x x] */ + + i__1 = *m - n34; + i__2 = *n - n34; + i__3 = *lwork - *n; + dgsvj0_(jobv, &i__1, &i__2, &a[n34 + 1 + (n34 + 1) * a_dim1], lda, + &work[n34 + 1], &sva[n34 + 1], &mvl, &v[n34 * q + 1 + ( + n34 + 1) * v_dim1], ldv, &epsilon, &sfmin, &tol, &c__2, & + work[*n + 1], &i__3, &ierr); + + i__1 = *m - n2; + i__2 = n34 - n2; + i__3 = *lwork - *n; + dgsvj0_(jobv, &i__1, &i__2, &a[n2 + 1 + (n2 + 1) * a_dim1], lda, & + work[n2 + 1], &sva[n2 + 1], &mvl, &v[n2 * q + 1 + (n2 + 1) + * v_dim1], ldv, &epsilon, &sfmin, &tol, &c__2, &work[*n + + 1], &i__3, &ierr); + + i__1 = *m - n2; + i__2 = *n - n2; + i__3 = *lwork - *n; + dgsvj1_(jobv, &i__1, &i__2, &n4, &a[n2 + 1 + (n2 + 1) * a_dim1], + lda, &work[n2 + 1], &sva[n2 + 1], &mvl, &v[n2 * q + 1 + ( + n2 + 1) * v_dim1], ldv, &epsilon, &sfmin, &tol, &c__1, & + work[*n + 1], &i__3, &ierr); + + i__1 = *m - n4; + i__2 = n2 - n4; + i__3 = *lwork - *n; + dgsvj0_(jobv, &i__1, &i__2, &a[n4 + 1 + (n4 + 1) * a_dim1], lda, & + work[n4 + 1], &sva[n4 + 1], &mvl, &v[n4 * q + 1 + (n4 + 1) + * v_dim1], ldv, &epsilon, &sfmin, &tol, &c__1, &work[*n + + 1], &i__3, &ierr); + + i__1 = *lwork - *n; + dgsvj0_(jobv, m, &n4, &a[a_offset], lda, &work[1], &sva[1], &mvl, + &v[v_offset], ldv, &epsilon, &sfmin, &tol, &c__1, &work[* + n + 1], &i__1, &ierr); + + i__1 = *lwork - *n; + dgsvj1_(jobv, m, &n2, &n4, &a[a_offset], lda, &work[1], &sva[1], & + mvl, &v[v_offset], ldv, &epsilon, &sfmin, &tol, &c__1, & + work[*n + 1], &i__1, &ierr); + + + } else if (upper) { + + + i__1 = *lwork - *n; + dgsvj0_(jobv, &n4, &n4, &a[a_offset], lda, &work[1], &sva[1], & + mvl, &v[v_offset], ldv, &epsilon, &sfmin, &tol, &c__2, & + work[*n + 1], &i__1, &ierr); + + i__1 = *lwork - *n; + dgsvj0_(jobv, &n2, &n4, &a[(n4 + 1) * a_dim1 + 1], lda, &work[n4 + + 1], &sva[n4 + 1], &mvl, &v[n4 * q + 1 + (n4 + 1) * + v_dim1], ldv, &epsilon, &sfmin, &tol, &c__1, &work[*n + 1] +, &i__1, &ierr); + + i__1 = *lwork - *n; + dgsvj1_(jobv, &n2, &n2, &n4, &a[a_offset], lda, &work[1], &sva[1], + &mvl, &v[v_offset], ldv, &epsilon, &sfmin, &tol, &c__1, & + work[*n + 1], &i__1, &ierr); + + i__1 = n2 + n4; + i__2 = *lwork - *n; + dgsvj0_(jobv, &i__1, &n4, &a[(n2 + 1) * a_dim1 + 1], lda, &work[ + n2 + 1], &sva[n2 + 1], &mvl, &v[n2 * q + 1 + (n2 + 1) * + v_dim1], ldv, &epsilon, &sfmin, &tol, &c__1, &work[*n + 1] +, &i__2, &ierr); + } + + } + +/* -#- Row-cyclic pivot strategy with de Rijk's pivoting -#- */ + + for (i__ = 1; i__ <= 30; ++i__) { + +/* .. go go go ... */ + + mxaapq = 0.; + mxsinj = 0.; + iswrot = 0; + + notrot = 0; + pskipped = 0; + +/* Each sweep is unrolled using KBL-by-KBL tiles over the pivot pairs */ +/* 1 <= p < q <= N. This is the first step toward a blocked implementation */ +/* of the rotations. New implementation, based on block transformations, */ +/* is under development. */ + + i__1 = nbl; + for (ibr = 1; ibr <= i__1; ++ibr) { + + igl = (ibr - 1) * kbl + 1; + +/* Computing MIN */ + i__3 = lkahead, i__4 = nbl - ibr; + i__2 = min(i__3,i__4); + for (ir1 = 0; ir1 <= i__2; ++ir1) { + + igl += ir1 * kbl; + +/* Computing MIN */ + i__4 = igl + kbl - 1, i__5 = *n - 1; + i__3 = min(i__4,i__5); + for (p = igl; p <= i__3; ++p) { + +/* .. de Rijk's pivoting */ + + i__4 = *n - p + 1; + q = idamax_(&i__4, &sva[p], &c__1) + p - 1; + if (p != q) { + dswap_(m, &a[p * a_dim1 + 1], &c__1, &a[q * a_dim1 + + 1], &c__1); + if (rsvec) { + dswap_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[q * + v_dim1 + 1], &c__1); + } + temp1 = sva[p]; + sva[p] = sva[q]; + sva[q] = temp1; + temp1 = work[p]; + work[p] = work[q]; + work[q] = temp1; + } + + if (ir1 == 0) { + +/* Column norms are periodically updated by explicit */ +/* norm computation. */ +/* Caveat: */ +/* Unfortunately, some BLAS implementations compute DNRM2(M,A(1,p),1) */ +/* as DSQRT(DDOT(M,A(1,p),1,A(1,p),1)), which may cause the result to */ +/* overflow for ||A(:,p)||_2 > DSQRT(overflow_threshold), and to */ +/* underflow for ||A(:,p)||_2 < DSQRT(underflow_threshold). */ +/* Hence, DNRM2 cannot be trusted, not even in the case when */ +/* the true norm is far from the under(over)flow boundaries. */ +/* If properly implemented DNRM2 is available, the IF-THEN-ELSE */ +/* below should read "AAPP = DNRM2( M, A(1,p), 1 ) * WORK(p)". */ + + if (sva[p] < rootbig && sva[p] > rootsfmin) { + sva[p] = dnrm2_(m, &a[p * a_dim1 + 1], &c__1) * + work[p]; + } else { + temp1 = 0.; + aapp = 0.; + dlassq_(m, &a[p * a_dim1 + 1], &c__1, &temp1, & + aapp); + sva[p] = temp1 * sqrt(aapp) * work[p]; + } + aapp = sva[p]; + } else { + aapp = sva[p]; + } + + if (aapp > 0.) { + + pskipped = 0; + +/* Computing MIN */ + i__5 = igl + kbl - 1; + i__4 = min(i__5,*n); + for (q = p + 1; q <= i__4; ++q) { + + aaqq = sva[q]; + + if (aaqq > 0.) { + + aapp0 = aapp; + if (aaqq >= 1.) { + rotok = small * aapp <= aaqq; + if (aapp < big / aaqq) { + aapq = ddot_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], & + c__1) * work[p] * work[q] / + aaqq / aapp; + } else { + dcopy_(m, &a[p * a_dim1 + 1], &c__1, & + work[*n + 1], &c__1); + dlascl_("G", &c__0, &c__0, &aapp, & + work[p], m, &c__1, &work[*n + + 1], lda, &ierr); + aapq = ddot_(m, &work[*n + 1], &c__1, + &a[q * a_dim1 + 1], &c__1) * + work[q] / aaqq; + } + } else { + rotok = aapp <= aaqq / small; + if (aapp > small / aaqq) { + aapq = ddot_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], & + c__1) * work[p] * work[q] / + aaqq / aapp; + } else { + dcopy_(m, &a[q * a_dim1 + 1], &c__1, & + work[*n + 1], &c__1); + dlascl_("G", &c__0, &c__0, &aaqq, & + work[q], m, &c__1, &work[*n + + 1], lda, &ierr); + aapq = ddot_(m, &work[*n + 1], &c__1, + &a[p * a_dim1 + 1], &c__1) * + work[p] / aapp; + } + } + +/* Computing MAX */ + d__1 = mxaapq, d__2 = abs(aapq); + mxaapq = max(d__1,d__2); + +/* TO rotate or NOT to rotate, THAT is the question ... */ + + if (abs(aapq) > tol) { + +/* .. rotate */ +/* [RTD] ROTATED = ROTATED + ONE */ + + if (ir1 == 0) { + notrot = 0; + pskipped = 0; + ++iswrot; + } + + if (rotok) { + + aqoap = aaqq / aapp; + apoaq = aapp / aaqq; + theta = (d__1 = aqoap - apoaq, abs( + d__1)) * -.5 / aapq; + + if (abs(theta) > bigtheta) { + + t = .5 / theta; + fastr[2] = t * work[p] / work[q]; + fastr[3] = -t * work[q] / work[p]; + drotm_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], + &c__1, fastr); + if (rsvec) { + drotm_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[q * + v_dim1 + 1], &c__1, fastr); + } +/* Computing MAX */ + d__1 = 0., d__2 = t * apoaq * + aapq + 1.; + sva[q] = aaqq * sqrt((max(d__1, + d__2))); + aapp *= sqrt(1. - t * aqoap * + aapq); +/* Computing MAX */ + d__1 = mxsinj, d__2 = abs(t); + mxsinj = max(d__1,d__2); + + } else { + +/* .. choose correct signum for THETA and rotate */ + + thsign = -d_sign(&c_b18, &aapq); + t = 1. / (theta + thsign * sqrt( + theta * theta + 1.)); + cs = sqrt(1. / (t * t + 1.)); + sn = t * cs; + +/* Computing MAX */ + d__1 = mxsinj, d__2 = abs(sn); + mxsinj = max(d__1,d__2); +/* Computing MAX */ + d__1 = 0., d__2 = t * apoaq * + aapq + 1.; + sva[q] = aaqq * sqrt((max(d__1, + d__2))); +/* Computing MAX */ + d__1 = 0., d__2 = 1. - t * aqoap * + aapq; + aapp *= sqrt((max(d__1,d__2))); + + apoaq = work[p] / work[q]; + aqoap = work[q] / work[p]; + if (work[p] >= 1.) { + if (work[q] >= 1.) { + fastr[2] = t * apoaq; + fastr[3] = -t * aqoap; + work[p] *= cs; + work[q] *= cs; + drotm_(m, &a[p * a_dim1 + 1], &c__1, &a[q * + a_dim1 + 1], &c__1, fastr); + if (rsvec) { + drotm_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[ + q * v_dim1 + 1], &c__1, fastr); + } + } else { + d__1 = -t * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, &a[ + p * a_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, &a[ + q * a_dim1 + 1], &c__1); + work[p] *= cs; + work[q] /= cs; + if (rsvec) { + d__1 = -t * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], & + c__1, &v[p * v_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], & + c__1, &v[q * v_dim1 + 1], &c__1); + } + } + } else { + if (work[q] >= 1.) { + d__1 = t * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, &a[ + q * a_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, &a[ + p * a_dim1 + 1], &c__1); + work[p] /= cs; + work[q] *= cs; + if (rsvec) { + d__1 = t * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], & + c__1, &v[q * v_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], & + c__1, &v[p * v_dim1 + 1], &c__1); + } + } else { + if (work[p] >= work[q]) { + d__1 = -t * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, + &a[p * a_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, + &a[q * a_dim1 + 1], &c__1); + work[p] *= cs; + work[q] /= cs; + if (rsvec) { + d__1 = -t * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], + &c__1, &v[p * v_dim1 + 1], & + c__1); + d__1 = cs * sn * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], + &c__1, &v[q * v_dim1 + 1], & + c__1); + } + } else { + d__1 = t * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, + &a[q * a_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, + &a[p * a_dim1 + 1], &c__1); + work[p] /= cs; + work[q] *= cs; + if (rsvec) { + d__1 = t * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], + &c__1, &v[q * v_dim1 + 1], & + c__1); + d__1 = -cs * sn * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], + &c__1, &v[p * v_dim1 + 1], & + c__1); + } + } + } + } + } + + } else { +/* .. have to use modified Gram-Schmidt like transformation */ + dcopy_(m, &a[p * a_dim1 + 1], &c__1, & + work[*n + 1], &c__1); + dlascl_("G", &c__0, &c__0, &aapp, & + c_b18, m, &c__1, &work[*n + 1] +, lda, &ierr); + dlascl_("G", &c__0, &c__0, &aaqq, & + c_b18, m, &c__1, &a[q * + a_dim1 + 1], lda, &ierr); + temp1 = -aapq * work[p] / work[q]; + daxpy_(m, &temp1, &work[*n + 1], & + c__1, &a[q * a_dim1 + 1], & + c__1); + dlascl_("G", &c__0, &c__0, &c_b18, & + aaqq, m, &c__1, &a[q * a_dim1 + + 1], lda, &ierr); +/* Computing MAX */ + d__1 = 0., d__2 = 1. - aapq * aapq; + sva[q] = aaqq * sqrt((max(d__1,d__2))) + ; + mxsinj = max(mxsinj,sfmin); + } +/* END IF ROTOK THEN ... ELSE */ + +/* In the case of cancellation in updating SVA(q), SVA(p) */ +/* recompute SVA(q), SVA(p). */ + +/* Computing 2nd power */ + d__1 = sva[q] / aaqq; + if (d__1 * d__1 <= rooteps) { + if (aaqq < rootbig && aaqq > + rootsfmin) { + sva[q] = dnrm2_(m, &a[q * a_dim1 + + 1], &c__1) * work[q]; + } else { + t = 0.; + aaqq = 0.; + dlassq_(m, &a[q * a_dim1 + 1], & + c__1, &t, &aaqq); + sva[q] = t * sqrt(aaqq) * work[q]; + } + } + if (aapp / aapp0 <= rooteps) { + if (aapp < rootbig && aapp > + rootsfmin) { + aapp = dnrm2_(m, &a[p * a_dim1 + + 1], &c__1) * work[p]; + } else { + t = 0.; + aapp = 0.; + dlassq_(m, &a[p * a_dim1 + 1], & + c__1, &t, &aapp); + aapp = t * sqrt(aapp) * work[p]; + } + sva[p] = aapp; + } + + } else { +/* A(:,p) and A(:,q) already numerically orthogonal */ + if (ir1 == 0) { + ++notrot; + } +/* [RTD] SKIPPED = SKIPPED + 1 */ + ++pskipped; + } + } else { +/* A(:,q) is zero column */ + if (ir1 == 0) { + ++notrot; + } + ++pskipped; + } + + if (i__ <= swband && pskipped > rowskip) { + if (ir1 == 0) { + aapp = -aapp; + } + notrot = 0; + goto L2103; + } + +/* L2002: */ + } +/* END q-LOOP */ + +L2103: +/* bailed out of q-loop */ + + sva[p] = aapp; + + } else { + sva[p] = aapp; + if (ir1 == 0 && aapp == 0.) { +/* Computing MIN */ + i__4 = igl + kbl - 1; + notrot = notrot + min(i__4,*n) - p; + } + } + +/* L2001: */ + } +/* end of the p-loop */ +/* end of doing the block ( ibr, ibr ) */ +/* L1002: */ + } +/* end of ir1-loop */ + +/* ... go to the off diagonal blocks */ + + igl = (ibr - 1) * kbl + 1; + + i__2 = nbl; + for (jbc = ibr + 1; jbc <= i__2; ++jbc) { + + jgl = (jbc - 1) * kbl + 1; + +/* doing the block at ( ibr, jbc ) */ + + ijblsk = 0; +/* Computing MIN */ + i__4 = igl + kbl - 1; + i__3 = min(i__4,*n); + for (p = igl; p <= i__3; ++p) { + + aapp = sva[p]; + if (aapp > 0.) { + + pskipped = 0; + +/* Computing MIN */ + i__5 = jgl + kbl - 1; + i__4 = min(i__5,*n); + for (q = jgl; q <= i__4; ++q) { + + aaqq = sva[q]; + if (aaqq > 0.) { + aapp0 = aapp; + +/* -#- M x 2 Jacobi SVD -#- */ + +/* Safe Gram matrix computation */ + + if (aaqq >= 1.) { + if (aapp >= aaqq) { + rotok = small * aapp <= aaqq; + } else { + rotok = small * aaqq <= aapp; + } + if (aapp < big / aaqq) { + aapq = ddot_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], & + c__1) * work[p] * work[q] / + aaqq / aapp; + } else { + dcopy_(m, &a[p * a_dim1 + 1], &c__1, & + work[*n + 1], &c__1); + dlascl_("G", &c__0, &c__0, &aapp, & + work[p], m, &c__1, &work[*n + + 1], lda, &ierr); + aapq = ddot_(m, &work[*n + 1], &c__1, + &a[q * a_dim1 + 1], &c__1) * + work[q] / aaqq; + } + } else { + if (aapp >= aaqq) { + rotok = aapp <= aaqq / small; + } else { + rotok = aaqq <= aapp / small; + } + if (aapp > small / aaqq) { + aapq = ddot_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], & + c__1) * work[p] * work[q] / + aaqq / aapp; + } else { + dcopy_(m, &a[q * a_dim1 + 1], &c__1, & + work[*n + 1], &c__1); + dlascl_("G", &c__0, &c__0, &aaqq, & + work[q], m, &c__1, &work[*n + + 1], lda, &ierr); + aapq = ddot_(m, &work[*n + 1], &c__1, + &a[p * a_dim1 + 1], &c__1) * + work[p] / aapp; + } + } + +/* Computing MAX */ + d__1 = mxaapq, d__2 = abs(aapq); + mxaapq = max(d__1,d__2); + +/* TO rotate or NOT to rotate, THAT is the question ... */ + + if (abs(aapq) > tol) { + notrot = 0; +/* [RTD] ROTATED = ROTATED + 1 */ + pskipped = 0; + ++iswrot; + + if (rotok) { + + aqoap = aaqq / aapp; + apoaq = aapp / aaqq; + theta = (d__1 = aqoap - apoaq, abs( + d__1)) * -.5 / aapq; + if (aaqq > aapp0) { + theta = -theta; + } + + if (abs(theta) > bigtheta) { + t = .5 / theta; + fastr[2] = t * work[p] / work[q]; + fastr[3] = -t * work[q] / work[p]; + drotm_(m, &a[p * a_dim1 + 1], & + c__1, &a[q * a_dim1 + 1], + &c__1, fastr); + if (rsvec) { + drotm_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[q * + v_dim1 + 1], &c__1, fastr); + } +/* Computing MAX */ + d__1 = 0., d__2 = t * apoaq * + aapq + 1.; + sva[q] = aaqq * sqrt((max(d__1, + d__2))); +/* Computing MAX */ + d__1 = 0., d__2 = 1. - t * aqoap * + aapq; + aapp *= sqrt((max(d__1,d__2))); +/* Computing MAX */ + d__1 = mxsinj, d__2 = abs(t); + mxsinj = max(d__1,d__2); + } else { + +/* .. choose correct signum for THETA and rotate */ + + thsign = -d_sign(&c_b18, &aapq); + if (aaqq > aapp0) { + thsign = -thsign; + } + t = 1. / (theta + thsign * sqrt( + theta * theta + 1.)); + cs = sqrt(1. / (t * t + 1.)); + sn = t * cs; +/* Computing MAX */ + d__1 = mxsinj, d__2 = abs(sn); + mxsinj = max(d__1,d__2); +/* Computing MAX */ + d__1 = 0., d__2 = t * apoaq * + aapq + 1.; + sva[q] = aaqq * sqrt((max(d__1, + d__2))); + aapp *= sqrt(1. - t * aqoap * + aapq); + + apoaq = work[p] / work[q]; + aqoap = work[q] / work[p]; + if (work[p] >= 1.) { + + if (work[q] >= 1.) { + fastr[2] = t * apoaq; + fastr[3] = -t * aqoap; + work[p] *= cs; + work[q] *= cs; + drotm_(m, &a[p * a_dim1 + 1], &c__1, &a[q * + a_dim1 + 1], &c__1, fastr); + if (rsvec) { + drotm_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[ + q * v_dim1 + 1], &c__1, fastr); + } + } else { + d__1 = -t * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, &a[ + p * a_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, &a[ + q * a_dim1 + 1], &c__1); + if (rsvec) { + d__1 = -t * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], & + c__1, &v[p * v_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], & + c__1, &v[q * v_dim1 + 1], &c__1); + } + work[p] *= cs; + work[q] /= cs; + } + } else { + if (work[q] >= 1.) { + d__1 = t * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, &a[ + q * a_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, &a[ + p * a_dim1 + 1], &c__1); + if (rsvec) { + d__1 = t * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], & + c__1, &v[q * v_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], & + c__1, &v[p * v_dim1 + 1], &c__1); + } + work[p] /= cs; + work[q] *= cs; + } else { + if (work[p] >= work[q]) { + d__1 = -t * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, + &a[p * a_dim1 + 1], &c__1); + d__1 = cs * sn * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, + &a[q * a_dim1 + 1], &c__1); + work[p] *= cs; + work[q] /= cs; + if (rsvec) { + d__1 = -t * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], + &c__1, &v[p * v_dim1 + 1], & + c__1); + d__1 = cs * sn * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], + &c__1, &v[q * v_dim1 + 1], & + c__1); + } + } else { + d__1 = t * apoaq; + daxpy_(m, &d__1, &a[p * a_dim1 + 1], &c__1, + &a[q * a_dim1 + 1], &c__1); + d__1 = -cs * sn * aqoap; + daxpy_(m, &d__1, &a[q * a_dim1 + 1], &c__1, + &a[p * a_dim1 + 1], &c__1); + work[p] /= cs; + work[q] *= cs; + if (rsvec) { + d__1 = t * apoaq; + daxpy_(&mvl, &d__1, &v[p * v_dim1 + 1], + &c__1, &v[q * v_dim1 + 1], & + c__1); + d__1 = -cs * sn * aqoap; + daxpy_(&mvl, &d__1, &v[q * v_dim1 + 1], + &c__1, &v[p * v_dim1 + 1], & + c__1); + } + } + } + } + } + + } else { + if (aapp > aaqq) { + dcopy_(m, &a[p * a_dim1 + 1], & + c__1, &work[*n + 1], & + c__1); + dlascl_("G", &c__0, &c__0, &aapp, + &c_b18, m, &c__1, &work[* + n + 1], lda, &ierr); + dlascl_("G", &c__0, &c__0, &aaqq, + &c_b18, m, &c__1, &a[q * + a_dim1 + 1], lda, &ierr); + temp1 = -aapq * work[p] / work[q]; + daxpy_(m, &temp1, &work[*n + 1], & + c__1, &a[q * a_dim1 + 1], + &c__1); + dlascl_("G", &c__0, &c__0, &c_b18, + &aaqq, m, &c__1, &a[q * + a_dim1 + 1], lda, &ierr); +/* Computing MAX */ + d__1 = 0., d__2 = 1. - aapq * + aapq; + sva[q] = aaqq * sqrt((max(d__1, + d__2))); + mxsinj = max(mxsinj,sfmin); + } else { + dcopy_(m, &a[q * a_dim1 + 1], & + c__1, &work[*n + 1], & + c__1); + dlascl_("G", &c__0, &c__0, &aaqq, + &c_b18, m, &c__1, &work[* + n + 1], lda, &ierr); + dlascl_("G", &c__0, &c__0, &aapp, + &c_b18, m, &c__1, &a[p * + a_dim1 + 1], lda, &ierr); + temp1 = -aapq * work[q] / work[p]; + daxpy_(m, &temp1, &work[*n + 1], & + c__1, &a[p * a_dim1 + 1], + &c__1); + dlascl_("G", &c__0, &c__0, &c_b18, + &aapp, m, &c__1, &a[p * + a_dim1 + 1], lda, &ierr); +/* Computing MAX */ + d__1 = 0., d__2 = 1. - aapq * + aapq; + sva[p] = aapp * sqrt((max(d__1, + d__2))); + mxsinj = max(mxsinj,sfmin); + } + } +/* END IF ROTOK THEN ... ELSE */ + +/* In the case of cancellation in updating SVA(q) */ +/* .. recompute SVA(q) */ +/* Computing 2nd power */ + d__1 = sva[q] / aaqq; + if (d__1 * d__1 <= rooteps) { + if (aaqq < rootbig && aaqq > + rootsfmin) { + sva[q] = dnrm2_(m, &a[q * a_dim1 + + 1], &c__1) * work[q]; + } else { + t = 0.; + aaqq = 0.; + dlassq_(m, &a[q * a_dim1 + 1], & + c__1, &t, &aaqq); + sva[q] = t * sqrt(aaqq) * work[q]; + } + } +/* Computing 2nd power */ + d__1 = aapp / aapp0; + if (d__1 * d__1 <= rooteps) { + if (aapp < rootbig && aapp > + rootsfmin) { + aapp = dnrm2_(m, &a[p * a_dim1 + + 1], &c__1) * work[p]; + } else { + t = 0.; + aapp = 0.; + dlassq_(m, &a[p * a_dim1 + 1], & + c__1, &t, &aapp); + aapp = t * sqrt(aapp) * work[p]; + } + sva[p] = aapp; + } +/* end of OK rotation */ + } else { + ++notrot; +/* [RTD] SKIPPED = SKIPPED + 1 */ + ++pskipped; + ++ijblsk; + } + } else { + ++notrot; + ++pskipped; + ++ijblsk; + } + + if (i__ <= swband && ijblsk >= blskip) { + sva[p] = aapp; + notrot = 0; + goto L2011; + } + if (i__ <= swband && pskipped > rowskip) { + aapp = -aapp; + notrot = 0; + goto L2203; + } + +/* L2200: */ + } +/* end of the q-loop */ +L2203: + + sva[p] = aapp; + + } else { + + if (aapp == 0.) { +/* Computing MIN */ + i__4 = jgl + kbl - 1; + notrot = notrot + min(i__4,*n) - jgl + 1; + } + if (aapp < 0.) { + notrot = 0; + } + + } + +/* L2100: */ + } +/* end of the p-loop */ +/* L2010: */ + } +/* end of the jbc-loop */ +L2011: +/* 2011 bailed out of the jbc-loop */ +/* Computing MIN */ + i__3 = igl + kbl - 1; + i__2 = min(i__3,*n); + for (p = igl; p <= i__2; ++p) { + sva[p] = (d__1 = sva[p], abs(d__1)); +/* L2012: */ + } +/* ** */ +/* L2000: */ + } +/* 2000 :: end of the ibr-loop */ + +/* .. update SVA(N) */ + if (sva[*n] < rootbig && sva[*n] > rootsfmin) { + sva[*n] = dnrm2_(m, &a[*n * a_dim1 + 1], &c__1) * work[*n]; + } else { + t = 0.; + aapp = 0.; + dlassq_(m, &a[*n * a_dim1 + 1], &c__1, &t, &aapp); + sva[*n] = t * sqrt(aapp) * work[*n]; + } + +/* Additional steering devices */ + + if (i__ < swband && (mxaapq <= roottol || iswrot <= *n)) { + swband = i__; + } + + if (i__ > swband + 1 && mxaapq < sqrt((doublereal) (*n)) * tol && ( + doublereal) (*n) * mxaapq * mxsinj < tol) { + goto L1994; + } + + if (notrot >= emptsw) { + goto L1994; + } + +/* L1993: */ + } +/* end i=1:NSWEEP loop */ + +/* #:( Reaching this point means that the procedure has not converged. */ + *info = 29; + goto L1995; + +L1994: +/* #:) Reaching this point means numerical convergence after the i-th */ +/* sweep. */ + + *info = 0; +/* #:) INFO = 0 confirms successful iterations. */ +L1995: + +/* Sort the singular values and find how many are above */ +/* the underflow threshold. */ + + n2 = 0; + n4 = 0; + i__1 = *n - 1; + for (p = 1; p <= i__1; ++p) { + i__2 = *n - p + 1; + q = idamax_(&i__2, &sva[p], &c__1) + p - 1; + if (p != q) { + temp1 = sva[p]; + sva[p] = sva[q]; + sva[q] = temp1; + temp1 = work[p]; + work[p] = work[q]; + work[q] = temp1; + dswap_(m, &a[p * a_dim1 + 1], &c__1, &a[q * a_dim1 + 1], &c__1); + if (rsvec) { + dswap_(&mvl, &v[p * v_dim1 + 1], &c__1, &v[q * v_dim1 + 1], & + c__1); + } + } + if (sva[p] != 0.) { + ++n4; + if (sva[p] * scale > sfmin) { + ++n2; + } + } +/* L5991: */ + } + if (sva[*n] != 0.) { + ++n4; + if (sva[*n] * scale > sfmin) { + ++n2; + } + } + +/* Normalize the left singular vectors. */ + + if (lsvec || uctol) { + i__1 = n2; + for (p = 1; p <= i__1; ++p) { + d__1 = work[p] / sva[p]; + dscal_(m, &d__1, &a[p * a_dim1 + 1], &c__1); +/* L1998: */ + } + } + +/* Scale the product of Jacobi rotations (assemble the fast rotations). */ + + if (rsvec) { + if (applv) { + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + dscal_(&mvl, &work[p], &v[p * v_dim1 + 1], &c__1); +/* L2398: */ + } + } else { + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + temp1 = 1. / dnrm2_(&mvl, &v[p * v_dim1 + 1], &c__1); + dscal_(&mvl, &temp1, &v[p * v_dim1 + 1], &c__1); +/* L2399: */ + } + } + } + +/* Undo scaling, if necessary (and possible). */ + if (scale > 1. && sva[1] < big / scale || scale < 1. && sva[n2] > sfmin / + scale) { + i__1 = *n; + for (p = 1; p <= i__1; ++p) { + sva[p] = scale * sva[p]; +/* L2400: */ + } + scale = 1.; + } + + work[1] = scale; +/* The singular values of A are SCALE*SVA(1:N). If SCALE.NE.ONE */ +/* then some of the singular values may overflow or underflow and */ +/* the spectrum is given in this factored representation. */ + + work[2] = (doublereal) n4; +/* N4 is the number of computed nonzero singular values of A. */ + + work[3] = (doublereal) n2; +/* N2 is the number of singular values of A greater than SFMIN. */ +/* If N2<N, SVA(N2:N) contains ZEROS and/or denormalized numbers */ +/* that may carry some information. */ + + work[4] = (doublereal) i__; +/* i is the index of the last sweep before declaring convergence. */ + + work[5] = mxaapq; +/* MXAAPQ is the largest absolute value of scaled pivots in the */ +/* last sweep */ + + work[6] = mxsinj; +/* MXSINJ is the largest absolute value of the sines of Jacobi angles */ +/* in the last sweep */ + + return 0; +/* .. */ +/* .. END OF DGESVJ */ +/* .. */ +} /* dgesvj_ */ |